+312.6%
EAT vs TW
+20.0%
+292.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | -6.8% | -0.5% | -6.3% | -6.6% |
| 30D | -5.4% | -0.6% | -4.8% | -5.3% |
| 3M | +42.8% | +3.4% | +39.3% | +40.2% |
| 6M | +56.5% | -18.4% | +75.0% | +66.4% |
| YTD | +50.0% | -3.9% | +53.9% | +49.6% |
| 1Y | +38.3% | -13.3% | +51.6% | +43.3% |
| 3Y | +591.6% | +20.8% | +570.8% | +496.0% |
| 5Y | +312.6% | +20.3% | +292.3% | +228.2% |
| All | +312.6% | +20.0% | +292.6% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling